CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3018 |
1.2978 |
-0.0040 |
-0.3% |
1.3030 |
| High |
1.3022 |
1.3068 |
0.0046 |
0.4% |
1.3120 |
| Low |
1.2921 |
1.2921 |
0.0000 |
0.0% |
1.2912 |
| Close |
1.2961 |
1.3029 |
0.0068 |
0.5% |
1.2961 |
| Range |
0.0101 |
0.0147 |
0.0046 |
45.5% |
0.0208 |
| ATR |
0.0101 |
0.0105 |
0.0003 |
3.2% |
0.0000 |
| Volume |
94,730 |
104,629 |
9,899 |
10.4% |
393,334 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3385 |
1.3110 |
|
| R3 |
1.3300 |
1.3238 |
1.3069 |
|
| R2 |
1.3153 |
1.3153 |
1.3056 |
|
| R1 |
1.3091 |
1.3091 |
1.3042 |
1.3122 |
| PP |
1.3006 |
1.3006 |
1.3006 |
1.3022 |
| S1 |
1.2944 |
1.2944 |
1.3016 |
1.2975 |
| S2 |
1.2859 |
1.2859 |
1.3002 |
|
| S3 |
1.2712 |
1.2797 |
1.2989 |
|
| S4 |
1.2565 |
1.2650 |
1.2948 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3499 |
1.3075 |
|
| R3 |
1.3414 |
1.3291 |
1.3018 |
|
| R2 |
1.3206 |
1.3206 |
1.2999 |
|
| R1 |
1.3083 |
1.3083 |
1.2980 |
1.3041 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.2976 |
| S1 |
1.2875 |
1.2875 |
1.2942 |
1.2833 |
| S2 |
1.2790 |
1.2790 |
1.2923 |
|
| S3 |
1.2582 |
1.2667 |
1.2904 |
|
| S4 |
1.2374 |
1.2459 |
1.2847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0118 |
0.9% |
56% |
False |
False |
91,167 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0092 |
0.7% |
56% |
False |
False |
82,468 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0104 |
0.8% |
48% |
False |
False |
85,795 |
| 40 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0103 |
0.8% |
57% |
False |
False |
52,920 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0115 |
0.9% |
78% |
False |
False |
35,397 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0106 |
0.8% |
84% |
False |
False |
26,567 |
| 100 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0090 |
0.7% |
84% |
False |
False |
21,258 |
| 120 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0080 |
0.6% |
85% |
False |
False |
17,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3693 |
|
2.618 |
1.3453 |
|
1.618 |
1.3306 |
|
1.000 |
1.3215 |
|
0.618 |
1.3159 |
|
HIGH |
1.3068 |
|
0.618 |
1.3012 |
|
0.500 |
1.2995 |
|
0.382 |
1.2977 |
|
LOW |
1.2921 |
|
0.618 |
1.2830 |
|
1.000 |
1.2774 |
|
1.618 |
1.2683 |
|
2.618 |
1.2536 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3018 |
1.3018 |
| PP |
1.3006 |
1.3006 |
| S1 |
1.2995 |
1.2995 |
|